+9.6%
CCI vs CART
+135.4%
-125.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +9.9% | +23.1% | -13.1% | +8.4% |
| 3M | +22.7% | +19.2% | +3.5% | +21.1% |
| 6M | +0.8% | +45.7% | -44.9% | -1.4% |
| YTD | +4.1% | +30.9% | -26.7% | +1.7% |
| 1Y | -0.6% | +50.2% | -50.8% | -3.3% |
| All | +9.6% | +135.4% | -125.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling